+967.6%
SBUX vs FN
+2,887.5%
-1,919.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.7% | -12.4% | -2.2% |
| 7D | +1.7% | 0.0% | +1.7% | +1.2% |
| 30D | +12.6% | -34.3% | +47.0% | +18.1% |
| 3M | +0.8% | -39.9% | +40.7% | +6.3% |
| 6M | +0.2% | -51.8% | +52.0% | +7.4% |
| YTD | +27.4% | -28.1% | +55.6% | +26.8% |
| 1Y | +31.5% | -29.1% | +60.6% | +30.4% |
| 3Y | +9.3% | +102.4% | -93.2% | -12.3% |
| 5Y | +1.5% | +171.7% | -170.2% | -24.2% |
| 10Y | +147.9% | +773.5% | -625.6% | +53.3% |
| All | +967.6% | +2,887.5% | -1,919.8% | +433.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling